A Study on the Persistence of Lipper's Ratings on Mutual Funds

  • 毛 茵慧

Student thesis: Master's Thesis

Abstract

The primary focus of this study is to check the persistence of Lipper's ratings on mutual funds Data source is from Taiwan Securities Investment Trust and Consulting Business Sample period is from 2004/12/31 to 2014/11/30 In the literature we mainly use two methods to test rating persistence of the same category fund One is Fama-MacBeth cross- sectional regression the other is Contingency Table We find that long-term rating of bond fund have rating persistence
Date of Award2015 Jul 3
Original languageEnglish
SupervisorMeng-Feng Yen (Supervisor)

Cite this

A Study on the Persistence of Lipper's Ratings on Mutual Funds
茵慧, 毛. (Author). 2015 Jul 3

Student thesis: Master's Thesis